-10.8%
DOW vs DPZ
+50.1%
-60.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -2.4% | -2.5% | +0.2% | -1.9% |
| 30D | +0.4% | -7.0% | +7.3% | +1.6% |
| 3M | -14.4% | +11.6% | -26.0% | -16.5% |
| 6M | -7.0% | -15.2% | +8.2% | -4.6% |
| YTD | +30.2% | -17.2% | +47.4% | +34.2% |
| 1Y | +29.2% | -24.8% | +54.1% | +35.6% |
| 3Y | -36.7% | -8.7% | -28.0% | -36.3% |
| 5Y | -37.7% | -28.9% | -8.8% | -36.2% |
| All | -10.8% | +50.1% | -60.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling